-31.2%
WDAY vs FRSH
-72.0%
+40.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | +0.1% | -2.9% |
| 7D | -6.1% | -10.1% | +4.0% | -2.1% |
| 30D | +3.7% | +2.2% | +1.5% | +3.2% |
| 3M | +29.6% | +28.6% | +1.0% | +19.0% |
| 6M | +23.3% | +40.2% | -16.9% | +10.4% |
| YTD | -13.3% | -1.2% | -12.0% | -13.1% |
| 1Y | -19.6% | -7.9% | -11.7% | -17.7% |
| 3Y | -25.7% | -44.7% | +19.1% | -14.6% |
| All | -31.2% | -72.0% | +40.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling